Preheat the oven to 400 degrees. Add the butter, bacon, and garlic to a large saucepan set over medium heat, and sauté for 2 minutes. Add the leeks, and sweat without coloring, until soft, about 8 minutes. Add the wine, and reduce until the pan is dry. Add the stock, and reduce until dry. Add the cream; reduce until all the ingredients come together as one. Add the tarragon, nutmeg, and cayenne, and season with salt and pepper. Discard the garlic, and keep mixture warm.

Spread a layer of salt over a baking sheet. Set all the oysters into salt, rounded side down so tops are level. Roast in the oven until the top shell loosens and the oyster starts to open, about 15 minutes. Using a butter knife, carefully remove the top shell, scraping the shell as you go to detach the oyster, making sure not to lose any liquid in the oyster shell. Divide the leek mixture, about 1 tablespoon per oyster, evenly over the roasted oysters and return to oven for 5 minutes. Serve immediately.